2 papers
math.OC2026
Scalable Kernel Quantile Regression: A Preconditioned Augmented Lagrangian Method
Shengxiang Deng, Xudong Li, Yangjing Zhang
Kernel quantile regression (KQR) extends classical quantile regression to nonlinear settings using kernel methods, offering a powerful tool for modeling conditional distributions.…
math.OC2025
Alternating minimization for square root principal component pursuit
Shengxiang Deng, Xudong Li, Yangjing Zhang
Recently, the square root principal component pursuit (SRPCP) model has garnered significant research interest. It is shown in the literature that the SRPCP model guarantees robust…